Value Regularization and Fenchel Duality
This is a page for information on value regularization and Fenchel duality. This material was jointly developed by me and Ross Lippert.
The Paper
Rifkin and Lippert, Value Regularization and Fenchel Duality.” Journal of Machine Learning Research, Volume 8, pp. 441—479, March 2007.
Slides
I’m working on lecture notes for the the Spring 2007 iteration of 9.520. I have written some introductory mini-lectures on Fenchel duality:
- Introduction to Fenchel Duality for Machine Learning
- Theory of Fenchel Duality
- Functions with Auxiliary Parameters
- Infimal Convolution, Indicator and Support Functions, Polars
The “Introduction” contains a mini-homework assignment. Here are the solutions.